+461.9%
CCEP vs RNG
+343.0%
+118.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.8% | -0.9% |
| 7D | -0.3% | +2.3% | -2.6% | -0.4% |
| 30D | +11.0% | -3.4% | +14.4% | +11.1% |
| 3M | +9.2% | +20.9% | -11.7% | +7.7% |
| 6M | +27.2% | +82.2% | -55.0% | +21.6% |
| YTD | +30.3% | +164.6% | -134.3% | +20.4% |
| 1Y | +28.7% | +177.0% | -148.3% | +18.5% |
| 3Y | +109.4% | +177.4% | -68.0% | +89.1% |
| 5Y | +144.1% | -72.3% | +216.4% | +151.9% |
| 10Y | +332.0% | +238.9% | +93.1% | +242.2% |
| All | +461.9% | +343.0% | +118.8% | +333.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling